Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 112,000 | 112,000 | 113,836 | 113,836 | 212,907 CHF | 214,045 CHF | 100.00% | 100.00% |
12/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 213,141 CHF | 214,257 CHF | 99.99% | 99.99% |
11/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 112,000 | 112,000 | 111,476 | 111,476 | 215,523 CHF | 216,638 CHF | 100.00% | 100.00% |
10/07/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 112,000 | 112,000 | 111,822 | 111,822 | 214,821 CHF | 215,940 CHF | 100.00% | 100.00% |
09/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 214,686 CHF | 215,801 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 1.96 CHF | 1.97 CHF | 112,000 | 112,000 | 111,453 | 111,453 | 221,429 CHF | 222,544 CHF | 100.00% | 100.00% |
05/07/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 217,291 CHF | 218,407 CHF | 100.00% | 100.00% |
04/07/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 217,112 CHF | 218,228 CHF | 100.00% | 100.00% |
03/07/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 216,544 CHF | 217,660 CHF | 100.00% | 100.00% |
02/07/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 215,012 CHF | 216,127 CHF | 99.99% | 99.99% |